Cross-sectional alpha
for the digital-asset desk.
Institutional-grade, market-neutral factors for digital assets — momentum, carry, reversion, liquidity, flow and on-chain. Tradable, point-in-time signals with documented track records, combinable into multi-factor portfolios and available live via API.
- Cross-sectional factors
- 14
- History from
- 2020
- Asset universe
- 400+
- Point-in-time
- Daily
| Factor | YTD | 1Y | |
|---|---|---|---|
Polaris AF-PLRpolaris | +0.00% | +0.00% | |
Altair AF-ALTaltair | +0.00% | +0.00% | |
Momentum AF-MOMmomentum | +0.00% | +0.00% | |
Enhanced Momentum AF-MOMXmomentum_enhanced | +0.00% | +0.00% | |
Instantaneous Momentum AF-IMOMinstantaneous_momentum | +0.00% | +0.00% | |
Mean Reversion AF-MRmean_reversion | +0.00% | +0.00% |
Factor performance
Series built from real portfolio-40 daily returns (dataroom), rebased to 100 at period start. The dashed line is the equal-weight average of all 14 factors, shown as a reference. These top-40 portfolios are tradeable but demonstrative — they evidence each factor's predictive power; clients license the raw factor data for their own models. Past performance is not indicative of future results.
Transparent, point-in-time data
Raw factor data and portfolio returns as CSVs, with runnable AlphaLens notebooks — no look-ahead, fully reproducible.
Institutional SLA
Production-grade dissemination with documented uptime, point-in-time guarantees and a named quant contact.
Live weights via API
Fetch current allocations and risk-targeted Adaptive portfolios straight from the API for production use.
Custom pricing & onboarding
Licensing scaled to AUM and use case, with dedicated onboarding and methodology access under NDA.
Tailored to your desk
Systematic & hedge funds
Drop-in, market-neutral alpha with point-in-time history for clean backtests and live allocation. Capacity-aware factors that slot straight into an existing risk framework.
Market makers & LPs
Microstructure, liquidity and order-flow factors — relative illiquidity, retail flow, open-interest divergence — to sharpen inventory management and quoting.
Prop & MFT desks
Momentum, reversion and intraday / instantaneous variants built for medium-frequency execution, with live weights delivered straight from the API.
14 factors, one screener
| Factor | Ticker | Family | 3M | YTD | 1Y |
|---|---|---|---|---|---|
| Polaris | AF-PLRpolaris | Momentum | +0.00% | +0.00% | |
| Altair | AF-ALTaltair | Liquidity | +0.00% | +0.00% | |
| Enhanced Momentum | AF-MOMXmomentum_enhanced | Momentum | +0.00% | +0.00% | |
| Enhanced Carry | AF-CRYXcarry_enhanced | Carry | +0.00% | +0.00% | |
| Mean Reversion | AF-MRmean_reversion | Reversal | +0.00% | +0.00% | |
| Relative Illiquidity | AF-ILQrelative_illiquidity | Liquidity | +0.00% | +0.00% | |
| Retail Flow | AF-RFLWretail_flow | Flow | +0.00% | +0.00% |
Put cross-sectional factors
into production.
Custom pricing based on AUM, dedicated onboarding, live weights via API, and methodology access under NDA.